A Live Strategy Developed by Judge Research

• The figures below serve as a proof-of-concept for Judge Research's software stack. Using our software, we developed a BTC long-short systematic strategy with average hold times between 15 minutes and 1 hour. All of the data you see below comes from after the strategy was built.

• We are currenlty working on the code to execute this strategy live with test capital.

• Check back here to see the findings as they come in.

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Start                     2022-10-28 00:15:00
End                       2022-11-10 02:15:00
Duration                     13 days 02:00:00
Exposure Time [%]                    5.807478
Equity Final [$]                10358287.8341
Equity Peak [$]                 10520253.6164
Return [%]                           3.582878
Buy & Hold Return [%]              -20.325127
Return (Ann.) [%]                  171.317369
Volatility (Ann.) [%]               70.944329
Sharpe Ratio                         2.414814
Sortino Ratio                       23.421961
Calmar Ratio                        42.341321
Max. Drawdown [%]                   -4.046104
Avg. Drawdown [%]                   -1.391073
Max. Drawdown Duration       11 days 01:15:00
Avg. Drawdown Duration        2 days 09:21:00
# Trades                                   16
Win Rate [%]                            43.75
Best Trade [%]                       4.137963
Worst Trade [%]                     -2.928017
Avg. Trade [%]                       0.215208
Max. Trade Duration           0 days 01:00:00
Avg. Trade Duration           0 days 00:58:00
Profit Factor                         1.45253
Expectancy [%]                       0.229859
SQN                                  0.485317
_strategy                           fc_thresh
_equity_curve                             ...
_trades                       Size  EntryB...
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